Estimating Large Precision Matrices via Modified Cholesky Decomposition (Q4986367)
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scientific article; zbMATH DE number 7339830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Large Precision Matrices via Modified Cholesky Decomposition |
scientific article; zbMATH DE number 7339830 |
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27 April 2021
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modified Cholesky decomposition
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P-loss convergence rate
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precision matrix
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math.ST
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stat.TH
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